-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathplot_example_Ornstein_Uhlenbeck_noise.m
29 lines (24 loc) · 1.17 KB
/
plot_example_Ornstein_Uhlenbeck_noise.m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
clear;
path = "data_cpy/csv/OrnsteinUhlenbeckActionNoise";
OU_noise_theta_1_sigma_1 = readmatrix(strcat(path, "/OU_1_1.csv"));
OU_noise_theta_01_sigma_1 = readmatrix(strcat(path, "/OU_01_1.csv"));
OU_noise_theta_1_sigma_01 = readmatrix(strcat(path, "/OU_1_01.csv"));
OU_noise_theta_01_sigma_01 = readmatrix(strcat(path, "/OU_01_01.csv"));
OU_noise_theta_3_sigma_1 = readmatrix(strcat(path, "/OU_3_1.csv"));
% OU_noise_theta_3_sigma_01 = readmatrix(strcat(path, "/OU_3_01.csv"));
%save first collum
first_collum = OU_noise_theta_1_sigma_1(:,1);
hold on;
figure(1);
plot(first_collum, OU_noise_theta_1_sigma_1(:,2), 'LineWidth', 2);
plot(first_collum, OU_noise_theta_01_sigma_1(:,2), 'LineWidth', 2);
plot(first_collum, OU_noise_theta_1_sigma_01(:,2), 'LineWidth', 2.5);
plot(first_collum, OU_noise_theta_01_sigma_01(:,2), 'LineWidth', 2.5);
plot(first_collum, OU_noise_theta_3_sigma_1(:,2), 'LineWidth', 1);
% plot(first_collum, OU_noise_theta_3_sigma_01(:,2), 'LineWidth', 2);
legend('theta 1 sigma 1', 'theta 0.1 sigma 1', 'theta 1 sigma 0.1', 'theta 0.1 sigma 0.1', 'theta 3 sigma 1');
title('Ornstein-Uhlenbeck example noise');
xlim([0 300]);
xlabel('Sample');
ylabel('Noise');
hold off;